Custom index.html file gets removed from domain's directory after WordPress installation.
This is expected behavior: By design, WordPress should be installed on a clean domain as any other applications or files in the httpdocs directory will be removed. Otherwise, WordPress might not operate correctly: custom files might interfere with WordPress files.
If it is required to keep custom index.html file, rename custom file to keep it in Domains > example.com > File manager. For example, rename it to to the test.html
Note: It is important that renamed index.html file does not contain word index in it's name.
Leave your suggestions on Plesk UserVoice on how to handle such behavior: